Existence of a Radner equilibrium in a model with transaction costs K Weston https://arxiv.org/abs/1702.01706, 2017 | 19 | 2017 |
An incomplete equilibrium with a stochastic annuity K Weston, G Žitković Finance and Stochastics 24 (2), 359-382, 2020 | 13 | 2020 |
Muckenhoupt's condition and the existence of the optimal martingale measure D Kramkov, K Weston http://arxiv.org/abs/1507.05865, 2015 | 12 | 2015 |
Price impact equilibrium with transaction costs and TWAP trading E Noh, K Weston Mathematics and Financial Economics 16 (1), 187-204, 2022 | 6 | 2022 |
Stability of utility maximization in nonequivalent markets K Weston Finance and Stochastics 20, 511-541, 2016 | 6 | 2016 |
Existence of an equilibrium with limited participation K Weston Finance and Stochastics, 1-33, 2024 | 2 | 2024 |
Endogenous noise trackers in a radner equilibrium JH Choi, K Weston SIAM Journal on Financial Mathematics 13 (4), 1326-1343, 2022 | 2 | 2022 |
A multi-agent targeted trading equilibrium with transaction costs JH Choi, J Duraj, K Weston SIAM Journal on Financial Mathematics 15 (1), 161-193, 2024 | | 2024 |
Price impact equilibrium with transaction costs and TWAP trading K Weston, E Noh 2021 Joint Mathematics Meetings (JMM), 0 | | |